Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.554 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47482.36 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46087.39 Kr¶

PnL: ---------------------------------------> -801.18 Kr¶

DD now: ---------------------------------> -2.36 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 12:58:27.942143'

Anic Portfolio¶

Today¶

Return: -0.979 %¶

This Week¶

Return: -0.899 %¶

Total¶

Return: 55.445 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.670000 3114.800000 143.800000 4.840000 2971.000006
HEBA B 70 -0.630000 2772.000000 136.000000 5.160000 2636.000010
FM Mattsson Mora Group B 50 -3.230000 3000.000000 73.000000 2.490000 2927.000000
SAAB B 8 0.540000 3425.600000 48.600000 1.440000 3377.000000
Corem Property Group B 59 -1.520000 613.010000 36.010000 6.240000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -0.430000 389.200000 34.200000 9.630000 355.000000
AcadeMedia 12 -3.040000 588.720000 31.720000 5.690000 557.000004
MedCap 2 -1.970000 447.000000 26.000000 6.180000 421.000000
Resurs Holding 22 -1.550000 599.940000 25.940000 4.520000 573.999998
Boozt 12 -1.340000 1674.000000 20.000000 1.210000 1653.999996
HMS Networks 2 -3.040000 689.200000 16.200000 2.410000 673.000000
Securitas B 6 -0.940000 583.080000 13.080000 2.290000 570.000000
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
Swedbank A 3 -0.750000 576.750000 12.750000 2.260000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Norva24 Group 16 -2.430000 552.640000 9.640000 1.780000 543.000000
Coor Service Management Hold. 8 -0.960000 536.800000 4.800000 0.900000 532.000000
OEM International B 7 -1.300000 532.000000 4.000000 0.760000 527.999997
Samhällsbyggnadsbo. i Norden D 12 -0.380000 249.360000 3.360000 1.370000 246.000000
Karnov Group 9 -0.830000 538.200000 2.200000 0.410000 536.000004
Creaspac SPAC 6 -0.100000 574.800000 -2.200000 -0.380000 577.000002
Intrum 4 -4.140000 522.800000 -4.200000 -0.800000 527.000000
Nordea Bank Abp 29 -0.180000 3448.100000 -5.900000 -0.170000 3453.999992
Handelsbanken A 5 -1.460000 539.750000 -6.250000 -1.140000 546.000000
Essity B 2 -0.360000 558.600000 -15.400000 -2.680000 574.000000
Midsona B 63 -2.090000 561.960000 -21.040000 -3.610000 582.999984
CTEK 13 -2.390000 505.050000 -28.950000 -5.420000 533.999999
Essity A 4 -1.060000 1118.000000 -31.000000 -2.700000 1149.000000
International Petroleum Corp. 5 -1.700000 548.500000 -46.070000 -7.750000 594.565215
Vivesto 1368 0.800000 551.580000 -61.420000 -10.020000 612.999432
Sampo Oyj SDB 7 -1.380000 3755.500000 -94.500000 -2.450000 3850.000000
Axfood 13 0.360000 3595.800000 -160.200000 -4.270000 3756.000001
Fasadgruppen Group 35 1.960000 3647.000000 -164.000000 -4.300000 3810.999990
OX2 18 -2.490000 1412.100000 -251.900000 -15.140000 1663.999992
Ovzon 52 -2.720000 2787.200000 -574.800000 -17.100000 3361.999992
TOTAL 46087.390000 -801.180000 -2.35972% 46888.564618

Updated:¶

'2023-01-25 12:58:41.161783'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶